+174.0%
SITM vs PAYC
-54.0%
+228.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +4.8% | -10.2% | +15.0% | +10.5% |
| 30D | -9.7% | +2.0% | -11.7% | -11.3% |
| 3M | -9.3% | +58.3% | -67.6% | -30.5% |
| 6M | +69.5% | +64.5% | +5.0% | +25.1% |
| YTD | +70.5% | +36.5% | +34.0% | +37.5% |
| 1Y | +145.3% | -1.3% | +146.5% | +135.3% |
| 3Y | +432.8% | -22.1% | +454.9% | +444.3% |
| 5Y | +174.0% | -53.3% | +227.3% | +296.3% |
| All | +174.0% | -54.0% | +228.0% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling